“One of the most interesting things about the MIP ensembles is that the mean of all the models generally has higher skill than any individual model.”

We hold these truths to be self-evident, that all models are created equal, that they are endowed by their Creators with certain unalienable Rights, that among these are a DOI, Runability and Inclusion in the CMIP ensemble mean. Well, not quite. But it is Independence Day in the US, and coincidentally there is a new discussion paper [cite ref=(Abramowitz et al)]10.5194/esd-2018-51[/cite] (direct link) posted on model independence just posted at Earth System Dynamics. …

Kalman filtering and smoothing; dynamic linear models

I have used dlm almost exclusively, except when extreme efficiency was required. Since Jouni Helske's KFAS was rewritten, though, I'm increasingly drawn to it, because the noise sources it supports are more diverse than dlm's. KFAS uses the notation and approaches of Durbin, Koopman, and Harvey.

``The real problem is that programmers have spent far too much time worrying about efficiency in the wrong places and at the wrong times; premature optimization is the root of all evil (or at least most of it) in programming.''Professor Donald Knuth, 1974